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Trade: ALICE/USDT/720/HWMA/HLC3/7925

Strategy
ALICE/USDT/720/HWMA/HLC3/7925
Pair
ALICE_USDT
Interval
12h
Score
428283
Daily Profit
0.301911
Profit Factor
1.454276
Profitability
50.793651
Streak
14.524870
Best Strategy
Training Data Length
1661.000000
Evaluation Time
2025-10-01 03:35
Expiration Time
2025-11-19 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501473.7635 233728.2309 267745.5326 279446.063 -824106.4508 1103552.5138
Total P&L (%) 501.4738 233.7282 267.7455 279.4461 -824.1065 1103.5525
Avg Daily Profit (%) 0.3019 0.1407 0.1612 0.0803 0 0.1499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217707 -119309 -135759 -3918963 -2844039 -1862522
Profit Factor 1.4543 1.378 1.5514 1.0274 0.8622 1.2606
Total Trades 189 94 95 189 94 95
Winning Trades 96 40 56 96 40 56
Losing Trades 93 54 39 93 54 39
Profitability (%) 50.7937 42.5532 58.9474 50.7937 42.5532 58.9474
Ratio Avg Win / Avg Loss 1.4088 1.8603 1.0805 0.9953 1.164 0.8779
Largest Winning Trade 153534 153534 54742 792217 792217 512257
Largest Losing Trade -36854 -35922 -36854 -1143464 -1143464 -657426
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3310 1654 1655 3310 1654 1655
Profit Streak 14.5249 0 23.0249 14.5249 0 23.0249
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428283 -6436 381366 -275855 -582032 263797
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759278948781,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37296
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            501473.7634924384,
            233728.2309399248,
            267745.5325525143,
            279446.0630295549,
            -824106.4507719083,
            1103552.5138014632
        ],
        [
            501.473763,
            233.728231,
            267.745533,
            279.446063,
            -824.106451,
            1103.552514
        ],
        [
            0.301911,
            0.140715,
            0.161195,
            0.080318,
            0,
            0.149893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217707,
            -119309,
            -135759,
            -3918963,
            -2844039,
            -1862522
        ],
        [
            1.454276,
            1.377981,
            1.551444,
            1.027357,
            0.862191,
            1.26059
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            96,
            40,
            56,
            96,
            40,
            56
        ],
        [
            93,
            54,
            39,
            93,
            54,
            39
        ],
        [
            50.793651,
            42.553191,
            58.947368,
            50.793651,
            42.553191,
            58.947368
        ],
        [
            1.40883,
            1.860274,
            1.08047,
            0.995252,
            1.163957,
            0.877911
        ],
        [
            153534,
            153534,
            54742,
            792217,
            792217,
            512257
        ],
        [
            -36854,
            -35922,
            -36854,
            -1143464,
            -1143464,
            -657426
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3310,
            1654,
            1655,
            3310,
            1654,
            1655
        ],
        [
            14.52487,
            0,
            23.02487,
            14.52487,
            0,
            23.02487
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428283,
            -6436,
            381366,
            -275855,
            -582032,
            263797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759278948781,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37296
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)